On uniform positivity of transition densities of small noise constrained diffusions

Amarjit Budhiraja(University of North Carolina at Chapel Hill)Zhen-Qing Chen(University of Washington)

Abstract

Constrained diffusions in convex polyhedral cones with a general oblique reflection field, and with a diffusion coefficient scaled by a small parameter $\varepsilon> 0$, are considered. Using an interior Dirichlet heat kernel lower bound estimate for second order elliptic operators in bounded domains from Zhang (1995), certain uniform in $\varepsilon$ lower bounds on transition densities of such constrained diffusions are established. These lower bounds together with results from Biswas & Budhiraja (2011) give, under additional stability conditions, an exponential leveling property as $\varepsilon \to 0$ for exit times from suitable bounded domains.